The conventional body building device is generally composed of a load mechanism consisting of a plurality of oil pressure rods. These oil pressure rods are complicated in construction and are composed of an outer cylinder, a shaft rod, oil, and sealing elements. The oil pressure load mechanism is defective in design in that the chemical and the physical properties of oil contained in the oil pressure rods are susceptible to change after the prolonged use of the body building device, and that the expansion resisting force of the shaft rod is fixed and can not be adjusted, thereby limiting the application of the oil pressure load mechanism to the exercise device. In addition, the expansion speed of the shaft rod of the oil pressure rods is rather slow and is therefore not well accepted by the consumers at large.